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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"McAleer, Michael"
~subject:"Theory"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Theory
Volatilität
Estimation theory
109
Schätztheorie
109
Theorie
35
Time series analysis
19
Zeitreihenanalyse
19
Stochastic process
10
Stochastischer Prozess
10
ARCH model
9
ARCH-Modell
9
Statistical test
9
Statistical theory
9
Statistischer Test
9
Statistical distribution
8
Statistische Verteilung
8
Modellierung
7
Regression analysis
7
Regressionsanalyse
7
Scientific modelling
7
Estimation
6
Volatility
6
Australia
5
Australien
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätzung
5
Simulation
5
Statistik
5
Air pollution
4
Autocorrelation
4
Autokorrelation
4
Box-Cox model
4
Hausman test
4
Luftverschmutzung
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Neue klassische Makroökonomik
4
New classical macroeconomics
4
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Free
7
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Book / Working Paper
26
Article
22
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Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
22
Working Paper
22
Graue Literatur
18
Non-commercial literature
18
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
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1
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English
47
French
1
Author
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McAleer, Michael
Härdle, Wolfgang
71
Phillips, Peter C. B.
64
Pesaran, M. Hashem
62
Gouriéroux, Christian
55
Andrews, Donald W. K.
46
Franses, Philip Hans
43
Newey, Whitney K.
42
Swanson, Norman R.
42
Imbens, Guido
41
Giles, David E. A.
37
Heckman, James J.
34
Teräsvirta, Timo
34
Diebold, Francis X.
33
Bera, Anil K.
32
Horowitz, Joel
31
Robinson, Peter M.
31
Dufour, Jean-Marie
29
Zakoïan, Jean-Michel
29
Angrist, Joshua D.
28
Baltagi, Badi H.
28
King, Maxwell L.
28
Linton, Oliver
28
Lucas, André
28
White, Halbert
28
Brännäs, Kurt
27
Kohn, Robert
27
Krämer, Walter
27
Ohtani, Kazuhiro
27
Robert, Christian P.
27
Wooldridge, Jeffrey M.
27
Granger, C. W. J.
26
Koopman, Siem Jan
26
Li, Qi
26
Stock, James H.
26
Ghysels, Eric
25
Maravall Herrero, Agustín
25
Stahlecker, Peter
25
Ullah, Aman
25
Hahn, Jinyong
24
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Shakai-Keizai-Kenkyūsho <Osaka>
3
University of Western Australia / Department of Economics
1
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Working papers in quantitative economics and econometrics
6
Working papers in economics and econometrics
5
Econometric reviews
4
Discussion paper / Institute of Social and Economic Research
3
Discussion papers / Institute of Social and Economic Research
3
Applied economics
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Tinbergen Institute
2
Journal of applied econometrics
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The review of economics and statistics
2
Econometric theory
1
Econometrics : open access journal
1
Economics letters
1
International economic review
1
Journal of macroeconomics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Oxford bulletin of economics and statistics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Risks : open access journal
1
The economic record : er
1
The review of economic studies
1
Tinbergen Institute Discussion Paper 2017-105/III
1
Working Papers in Economics and Econometrics, the Australian National University, Faculty of Economics and Research School of Social Sciences / Working Paper
1
Working papers / University of Tokyo, Graduate School of Arts and Sciences, Department of Advanced Social and International Studies
1
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ECONIS (ZBW)
48
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21
Newey-West covariance matrix estimates for models with generated regressors
Smith, Jeremy
- In:
Applied economics
26
(
1994
)
6
,
pp. 635-640
Persistent link: https://www.econbiz.de/10001165561
Saved in:
22
The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power
Smith, Jeremy
;
McAleer, Michael
-
1994
Persistent link: https://www.econbiz.de/10000900140
Saved in:
23
On the robustness of Barro's new classical unemployment model
Smith, Jeremy
- In:
Applied economics
25
(
1993
)
3
,
pp. 349-360
Persistent link: https://www.econbiz.de/10001143510
Saved in:
24
Efficient estimation : the Rao-Zyskind condition, Kruskal's theorem and ordinary least squares
McAleer, Michael
- In:
The economic record : er
68
(
1992
)
200
,
pp. 65-72
Persistent link: https://www.econbiz.de/10001125103
Saved in:
25
Recursive estimation and generated regressors
McAleer, Michael
- In:
Economics letters
39
(
1992
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001129246
Saved in:
26
On the robustness of tests of outliers and functional form
McAleer, Michael
;
Tse, Yiu Kuen
-
1991
Persistent link: https://www.econbiz.de/10000829589
Saved in:
27
Modifications of the rainbow test
Burke, Simon P.
;
Godfrey, L. G.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000829602
Saved in:
28
Properties of ordinary least squares estimators in regression models with non-spherical disturbances
Fiebig, Denzil G.
;
McAleer, Michael
;
Bartels, Robert
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000829607
Saved in:
29
Estimation and discrimination of alternative air pollution models
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000830080
Saved in:
30
Discrimination between nested two- and three-parameter air pollutant frequency distributions
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000830089
Saved in:
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